This does not sound like an ethanol problem to me. It sounds like you either have a idle adjustment that needs to be made or you have a injector that is stopped up. Do you know if the shop that you took it to run a computer diagnostics on the machine, this being fuel injected they should be able to hook it up and run computer diagnostics just like you automobile these days.

They gave me a fuel additive to clean the injectors but we have been using the same stuff for a couple of years with no help. I did not know that they could hook it to a machine but I understand the concept. If we up the idle, the gears grind so it is supposedly adjusted at the shop. This problem has been steady for at least 18 months or maybe two years, that is why I did not think it was just the fuel. Could it be a fuel pump or does it not have one? I have two other mules older than this that run fine. They are not fuel injected.

It does have a fuel pump however it would be an electric fuel pump which typically either works or it doesn't so this is most likely not the problem. The idle adjustment does not sound like an option since you say that it is already as high idle as it can be without grinding gears when you try to shift. I would have a local shop hook it up to their computer and run a diagnostics on it, they should have diagnostics software to be able to scan the system and see what is going on with your machine.